+144.6%
TOST vs ZETA
+325.6%
-181.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -2.7% |
| 7D | +3.0% | +13.2% | -10.3% | -0.3% |
| 30D | +10.3% | +6.0% | +4.3% | +8.4% |
| 3M | -3.3% | +27.3% | -30.6% | -9.7% |
| 6M | +37.8% | +104.6% | -66.8% | +13.5% |
| YTD | -2.8% | +72.3% | -75.1% | -17.4% |
| 1Y | -9.6% | +76.3% | -85.9% | -23.7% |
| 3Y | +144.6% | +325.6% | -181.0% | +26.6% |
| All | +144.6% | +325.6% | -181.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling